+1,015.5%
FCX vs UL
+1,285.2%
-269.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -4.9% | -1.3% | -3.5% | -4.2% |
| 30D | +4.8% | +0.5% | +4.3% | +4.5% |
| 3M | +4.6% | +17.6% | -13.0% | -4.8% |
| 6M | +10.8% | -5.4% | +16.2% | +12.4% |
| YTD | +44.2% | +0.7% | +43.5% | +41.3% |
| 1Y | +59.6% | -9.3% | +68.8% | +64.4% |
| 3Y | +82.2% | +24.5% | +57.7% | +55.9% |
| 5Y | +115.6% | +23.2% | +92.4% | +81.3% |
| 10Y | +670.6% | +64.5% | +606.1% | +439.6% |
| All | +1,015.5% | +1,285.2% | -269.7% | +261.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling